Macroprudential liquidity stress tests using BIS locational banking statistics
Nikolaos Georgiopoulos and Carnell Lambert
Year of publication: |
2020
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Authors: | Georgiopoulos, Nikolaos ; Lambert, Carnell |
Published in: |
Bridging measurement challenges and analytical needs of external statistics: evolution or revolution? : proceedings of the IFC Conference on external statistics, Lisbon, Portugal, 17-18 February 2020. - [Basel] : Bank for International Settlements, Irving Fisher Committee on Central Bank Statistics, ISBN 978-92-9259-421-3. - 2020, p. 1-30
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Subject: | stress testing | macroprudential surveillance | foreign assets | international financial data | Stresstest | Stress test | Finanzmarktaufsicht | Financial supervision | Bankenliquidität | Bank liquidity | Systemrisiko | Systemic risk | Bankenaufsicht | Banking supervision | Welt | World | Frühwarnsystem | Early warning system | Bankenstatistik | Banking statistics | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Internationaler Finanzmarkt | International financial market |
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